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The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts

1 of 17 checkable references need attention · checked 2026-08-17

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1017/S0515036100014410

The 16 checked references that resolve

resolves10.1080/13504869500000005

Pricing and hedging derivative securities in markets with uncertain volatilities

resolves10.1016/j.insmatheco.2005.05.003

Affine processes for dynamic mortality and actuarial valuations

resolves10.1080/03461230500462204

The fair value of guaranteed annuity options

resolves10.1111/j.1539-6975.2006.00195.x

<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

resolves10.1016/j.insmatheco.2004.05.003

Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

resolves10.1016/j.insmatheco.2006.02.007

Valuation and hedging of life insurance liabilities with systematic mortality risk

resolves10.1016/j.jedc.2007.01.016

Intensity-based framework and penalty formulation of optimal stopping problems

resolves10.1214/aoap/1035463324

Recursive valuation of defaultable securities and the timing of resolution of uncertainty

resolves10.1007/bfb0070874

Inégalité de Hardy, semimartingales, et faux-amis

resolves10.1080/10920277.2000.10595882

The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

resolves10.1080/01621459.1992.10475265

Modeling and Forecasting U.S. Mortality

resolves10.1016/j.insmatheco.2006.02.012

Evaluating the performance of Gompertz, Makeham and Lee–Carter mortality models for risk management with unit-linked contracts

resolves10.1016/s0167-6687(01)00093-2

Mortality derivatives and the option to annuitise

resolves10.1007/978-3-662-02619-9_6

Stochastic Differential Equations

resolves10.1109/CDC.1997.657832

Relations among ODEs, PDEs, FSDEs, BSDEs, and FBSDEs

resolves10.1007/978-1-4612-1466-3

Stochastic Controls

The 3 references without a DOI — listed, not checked

no DOI — not checkedref2

no DOI — not checkedref5

no DOI — not checkedref18

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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